[QuantLibAddin-cvs] QuantLibAddin/gensrc/metadata interpolation.xml, 1.3, 1.4

[Ferdinando A. <na...@us...>]

Update of /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata
In directory sc8-pr-cvs7.sourceforge.net:/tmp/cvs-serv16127/gensrc/metadata

Modified Files:
	interpolation.xml 
Log Message:
1) SABR interpolation added.
2) specified loopParameters

Index: interpolation.xml
===================================================================
RCS file: /cvsroot/quantlibaddin/QuantLibAddin/gensrc/metadata/interpolation.xml,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** interpolation.xml	8 Jun 2006 10:02:43 -0000	1.3
--- interpolation.xml	8 Jun 2006 20:49:22 -0000	1.4
***************
*** 125,137 ****
      </Constructor>
  
!     <Member name='qlInterpolation' libraryClass='Interpolation'>
!       <description>Returns interpolated values of the interpolated curve</description>
!       <libraryFunction>operator()</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='xValues'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
--- 125,191 ----
      </Constructor>
  
!     <Constructor name='qlSABRInterpolation'>
!       <libraryFunction>SABRInterpolation</libraryFunction>
        <functionCategory>QuantLib</functionCategory>
        <ParameterList>
          <Parameters>
!           <Parameter name='xArray'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>x array</description>
!           </Parameter>
!           <Parameter name='yArray'>
!             <type>double</type>
!             <tensorRank>vector</tensorRank>
!             <description>y array</description>
!           </Parameter>
!           <Parameter name='defaultExtrapolationFlag' default='1'>
!             <type>bool</type>
!             <tensorRank>scalar</tensorRank>
!             <description>allow extrapolation flag</description>
!           </Parameter>
!           <Parameter name='expiry'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>expiry</description>
!           </Parameter>
!           <Parameter name='forward'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>forward</description>
!           </Parameter>
!           <Parameter name='beta' default='QuantLib::Null&lt;double&gt;()'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>beta</description>
!           </Parameter>
!           <Parameter name='nu'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
!             <description>nu</description>
!           </Parameter>
!           <Parameter name='alpha'>
              <type>double</type>
              <tensorRank>scalar</tensorRank>
+             <description>alpha</description>
+           </Parameter>
+           <Parameter name='rho'>
+             <type>double</type>
+             <tensorRank>scalar</tensorRank>
+             <description>rho</description>
+           </Parameter>
+         </Parameters>
+       </ParameterList>
+     </Constructor>
+ 
+     <Member name='qlInterpolation' libraryClass='Interpolation' loopParameter='xValues'>
+       <description>Returns interpolated values</description>
+       <libraryFunction>operator()</libraryFunction>
+       <functionCategory>QuantLib</functionCategory>
+       <ParameterList>
+         <Parameters>
+           <Parameter name='xValues'>
+             <type>any</type>
+             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 144,154 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
          <description>interpolated y values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationDerivative' libraryClass='Interpolation'>
        <description>Returns the first derivative of the interpolated curve</description>
        <libraryFunction>derivative</libraryFunction>
--- 198,208 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
          <description>interpolated y values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationDerivative' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the first derivative of the interpolated curve</description>
        <libraryFunction>derivative</libraryFunction>
***************
*** 157,162 ****
          <Parameters>
            <Parameter name='xValues'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
--- 211,216 ----
          <Parameters>
            <Parameter name='xValues'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 169,179 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>interpolated y values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation'>
        <description>Returns the second derivative of the interpolated curve</description>
        <libraryFunction>secondDerivative</libraryFunction>
--- 223,233 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>interpolated derivative values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationSecondDerivative' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the second derivative of the interpolated curve</description>
        <libraryFunction>secondDerivative</libraryFunction>
***************
*** 182,187 ****
          <Parameters>
            <Parameter name='xValues'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
--- 236,241 ----
          <Parameters>
            <Parameter name='xValues'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 194,204 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>interpolated y values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationPrimitive' libraryClass='Interpolation'>
        <description>Returns the primitive of the interpolated curve</description>
        <libraryFunction>primitive</libraryFunction>
--- 248,258 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>interpolated second derivative values</description>
        </ReturnValue>
      </Member>
  
!     <Member name='qlInterpolationPrimitive' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns the primitive of the interpolated curve</description>
        <libraryFunction>primitive</libraryFunction>
***************
*** 207,212 ****
          <Parameters>
            <Parameter name='xValues'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
--- 261,266 ----
          <Parameters>
            <Parameter name='xValues'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 219,225 ****
        </ParameterList>
        <ReturnValue>
!         <type>double</type>
!         <tensorRank>scalar</tensorRank>
!         <description>interpolated y values</description>
        </ReturnValue>
      </Member>
--- 273,279 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
!         <description>interpolated primitive values</description>
        </ReturnValue>
      </Member>
***************
*** 253,257 ****
      </Member>
  
!     <Member name='qlInterpolationIsInRange' libraryClass='Interpolation'>
        <description>Returns TRUE if the input value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
--- 307,311 ----
      </Member>
  
!     <Member name='qlInterpolationIsInRange' libraryClass='Interpolation' loopParameter='xValues'>
        <description>Returns TRUE if the input value is in the allowed interpolation range</description>
        <libraryFunction>isInRange</libraryFunction>
***************
*** 260,265 ****
          <Parameters>
            <Parameter name='xValues'>
!             <type>double</type>
!             <tensorRank>scalar</tensorRank>
              <description>x values</description>
            </Parameter>
--- 314,319 ----
          <Parameters>
            <Parameter name='xValues'>
!             <type>any</type>
!             <tensorRank>vector</tensorRank>
              <description>x values</description>
            </Parameter>
***************
*** 267,272 ****
        </ParameterList>
        <ReturnValue>
!         <type>bool</type>
!         <tensorRank>scalar</tensorRank>
          <description>TRUE if the input value is in the allowed interpolation range</description>
        </ReturnValue>
--- 321,326 ----
        </ParameterList>
        <ReturnValue>
!         <type>any</type>
!         <tensorRank>vector</tensorRank>
          <description>TRUE if the input value is in the allowed interpolation range</description>
        </ReturnValue>